Related papers: Constrained Curve Fitting
In typical applications of Bayesian optimization, minimal assumptions are made about the objective function being optimized. This is true even when researchers have prior information about the shape of the function with respect to one or…
Fitting models to data using Bayesian inference is quite common, but when each point in parameter space gives a curve, fitting the curve to a data set requires new nuisance parameters, which specify the metric embedding the one-dimensional…
A perturbative approach is used to quantify the effect of noise in data points on fitted parameters in a general homogeneous linear model, and the results applied to the case of conic sections. There is an optimal choice of normalisation…
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
We introduce the ``Sequential Empirical Bayes Method'', an adaptive constrained-curve fitting procedure for extracting reliable priors. These are then used in standard augmented-chi-square fits on separate data. This better stabilizes fits…
Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…
This expository paper discusses Bayesian decision analysis perspectives on problems of constrained forecasting. Foundational and pedagogic discussion contrasts decision analytic approaches with the traditional, but typically inappropriate,…
A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…
It is crucial for robots to be aware of the presence of constraints in order to acquire safe policies. However, explicitly specifying all constraints in an environment can be a challenging task. State-of-the-art constraint inference…
We prove explicit bounds on the number of lattice points on or near a convex curve in terms of geometric invariants such as length, curvature, and affine arclength. In several of our results we obtain the best possible constants. Our…
Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…
We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…
We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…
Statistical modeling is a key component in the extraction of physical results from lattice field theory calculations. Although the general models used are often strongly motivated by physics, many model variations can frequently be…
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…
We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…
Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…
Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…
This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…
Constrained learning is prevalent in many statistical tasks. Recent work proposes distance-to-set penalties to derive estimators under general constraints that can be specified as sets, but focuses on obtaining point estimates that do not…